Well, I thought it was a rather simple question.. The problem is that the Custom Backtest Interface is a hard matter to learn. Does anybody know any paper or document where I could find code axamples made in the Custom Backtest Interface?, in order to understand it and programm my own code...
any answer will be appreciated.. greetings --- In [email protected], "gonzagags" <gonzag...@...> wrote: > > Hello > I have a system that buy shares in portfolio mode, 3 shares > maxpositions, in EOD signals > But if the stoploss sell a share within a day, the system in backtest > show that would have bought another share in open time, which is not > possible cause it don't know that one share is going to be sold within > that day > > To prevent it, I have tried the custom backtest procedure, but it > doesn't work. Someone know how to make this possible? > > This is the code I have tried and that don't change any trade in my > backtest results..: > SetOption("UseCustomBacktestProc", True ); > > if( Status("action") == actionPortfolio )//phase Custom Backtest > Interface > { > bo = GetBacktesterObject(); > bo.PreProcess(); > Cnt = 0; > for( openpos = bo.GetFirstOpenPos(); openpos; openpos = > bo.GetNextOpenPos() ) > { > Cnt++; > } > for( bar = 0; bar < BarCount; bar++ ) > { > for( sig = bo.GetFirstSignal( bar ); sig; sig = > bo.GetNextSignal( bar ) ) > { > if( Cnt >=3 ) sig.Price = -1; // exclude > } > bo.ProcessTradeSignals( bar ); > } > bo.PostProcess(); > } > > Any suggestions? >
